Studies in Economics and Finance

1977 - 2024

Current editor(s): Prof Niklas Wagner

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Volume 41, issue 5, 2023

American option evaluations using higher moments pp. 981-997

Patrice Gaillardetz and Saeb Hachem

Does banning cryptocurrencies affect stock markets? pp. 998-1011

Ahmed W. Elroukh

Precious metal prices: a tale of four US recessions pp. 1012-1022

Pablo Agnese, Pedro Garcia-del-Barrio, Luis Gil-Alana and Fernando Perez de Gracia

Co-volatility dynamics in global cryptocurrency and conventional asset classes: a multivariate stochastic factor volatility approach pp. 1023-1043

Shalini Velappan

Stock market indices and interest rates in the US and Europe: persistence and long-run linkages pp. 1044-1056

Guglielmo Maria Caporale, Luis Gil-Alana and Eduard Melnicenco

Return and volatility transmission among economic policy uncertainty, geopolitical risk and precious metals pp. 1057-1084

Opeoluwa Adeniyi Adeosun, Suhaib Anagreh, Mosab I. Tabash and Xuan Vinh Vo

Hidden truncation model with heteroskedasticity: S&P 500 index returns reexamined pp. 1085-1105

Rachid Belhachemi

Can mutual fund characteristics predict future performance? Evidence from Portugal pp. 1106-1118

Maria Inês Sá, Paulo Leite and Maria Carmo Correia

Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict pp. 1119-1140

Prince Kumar Maurya, Rohit Bansal and Anand Kumar Mishra

In what way can worldwide robotics and artificial intelligence encourage development in green crypto investments? An implementation of a model-free connectedness technique pp. 1141-1165

Le Thanh Ha

Interrelations between bitcoin market sentiment, crude oil, gold, and the stock market with bitcoin prices: Vision from the hedging market pp. 1166-1190

Guanghao Wang, Chenghao Liu, Erwann Sbai, Mingyue Selena Sheng, Jinhong Hu and Miaomiao Tao

Altcoins as safe havens for bitcoin investors pp. 1191-1205

Jin Cai and Gerard Pinto

Volume 41, issue 4, 2024

COVID-19, stability and regulation: evidence from Indonesian banks pp. 741-750

Putra Pamungkas, Taufiq Arifin, Irwan Trinugroho, Evan Lau and Bruno S. Sergi

Excess cash or excess headache? Demonetisation and bank behaviour in India pp. 751-774

Saumen Majumdar, Swati Agarwal and Saibal Ghosh

The impact of the COVID-19 pandemic on regional inflation in Indonesia pp. 775-795

Iqbal Reza Nugraha, Gumilang Aryo Sahadewo and Sekar Utami Setiastuti

Is there a time-varying nexus between stock market liquidity and informational efficiency? – A cross-regional evidence pp. 796-844

Subhamitra Patra and Gourishankar S. Hiremath

ESG, innovation, and economic growth: an empirical evidence pp. 845-870

Siti Nurazira Mohd Daud, Nur Syazwina Ghazali and Nur Hafizah Mohammad Ismail

Unveiling the complex web: exploring the international fossil fuel trade network and its impact on CO2emissions and trade patterns pp. 871-901

Vidya Ct, Srividhya M. and Ujjwal D.

The dynamic trade-off theory of capital structure: evidence from a panel of US industrial companies pp. 902-922

Ridha Esghaier

Conviction, diversification or something else: constructing optimal portfolios with additional attributes pp. 923-938

Muhammad Farid Ahmed and Stephen Satchell

A collective decision-making model of p2p lending platforms compared to bank lending pp. 939-952

Ruth Ben-Yashar and Miriam Krausz

Leading and lagging role between financial stress and crude oil pp. 953-979

Ahmet Galip Gençyürek

Volume 41, issue 3, 2024

Politics, integration of ESG in CEO compensation, and firm credit ratings: evidence from the USA pp. 456-477

Emma Y. Peng and William Smith

A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period pp. 478-501

Aarzoo Sharma, Aviral Tiwari, Emmanuel Abakah and Freeman Brobbey Owusu

ESG and the performance of energy and utility portfolios: evidence from Australia pp. 502-521

Scott J. Niblock

Cost efficiency of municipal green bonds’ measures: a marginal abatement cost curves approach pp. 522-544

Tommaso Piseddu and Fedra Vanhuyse

Balancing prosperity and sustainability: unraveling financial risks and green finance through a COP27 lens pp. 545-570

Shakeel Sajjad, Rubaiyat Ahsan Bhuiyan, Rocky J. Dwyer, Adnan Bashir and Changyong Zhang

Closing the loop: does corporate sustainability capability matter for improving energy efficiency? Evidence from Pakistan pp. 571-595

Arifa Tanveer, Shihong Zeng and Wei Tian

Impacts of climate pact on global oil and gas sector stocks pp. 596-618

Vineeta Kumari, Rima Assaf, Faten Moussa and Dharen Pandey

Is short-term firm performance an indicator of a sustainable financial performance? Empirical evidence pp. 619-637

Umar Nawaz Kayani, Christopher Gan, Mustafa Raza Rabbani and Yousra Trichilli

Uncovering time and frequency co-movement among green bonds, energy commodities and stock market pp. 638-659

Miklesh Prasad Yadav, Shruti Ashok, Farhad Taghizadeh-Hesary, Deepika Dhingra, Nandita Mishra and Nidhi Malhotra

The relevance of carbon performance and board characteristics on carbon disclosure pp. 660-683

Ghassan H. Mardini and Fathia Elleuch Lahyani

Country-level governance and sustainable development goals: implications for firms’ sustainability performance pp. 684-723

Faozi A. Almaqtari, Tamer Elsheikh, Khaled Hussainey and Mohammed A. Al-Bukhrani

ESG consideration in venture capital: drivers, strategies and barriers pp. 724-739

Elfi M. Lange and Niloofar Ghotbedini Banadaki

Volume 41, issue 2, 2023

The economic and environmental effects of an optimal emission reduction subsidy policy in the presence of business cycles pp. 224-240

Fariba Ramezani, Amir Arjomandi and Charles Harvie

Do financial innovations influence bank performance? Evidence from China pp. 241-267

Shaen Corbet, Yang (Greg) Hou, Yang Hu, Les Oxley and Mengxuan Tang

How is the ECB’s quantitative easing transmitted to the financial markets? pp. 268-285

Donia Aloui and Abderrazek Ben Maatoug

Does religion influence the household finance? Evidence from Europe pp. 286-311

Rashed Ashqar and Júlio Lobão

Spillover effects and transmission of shocks in Visegrad equity markets pp. 312-334

Florin Aliu, Vincenzo Asero, Alban Asllani and Jiří Kučera

Measuring the degree of connection between currency futures: Empirical dive into higher moments pp. 335-364

Murat Donduran and Muhammad Ali Faisal

How does fear spread across asset classes? Evidence from quantile connectedness pp. 365-388

Panos Fousekis

Does board gender diversity affect firms’ expected risk? pp. 389-409

Jodonnis Rodriguez, Krishnan Dandapani and Edward R. Lawrence

Drivers of the next-minute Bitcoin price using sparse regressions pp. 410-431

Ikhlaas Gurrib, Firuz Kamalov, Olga Starkova, Elgilani Eltahir Elshareif and Davide Contu

Estimating the excess of interests paid by consumers when applying an upper rate. The case of Spain pp. 432-452

Salvador Cruz Rambaud and Paula Ortega Perals

Volume 41, issue 1, 2023

Evolution of short-term contrarian profits pp. 1-27

Xuebing Yang and Huilan Zhang

Capital structure and momentum strategies pp. 28-45

George Li, Ming Li and Shuming Liu

Feedback trading in the cryptocurrency market pp. 46-63

Mohamed Shaker Ahmed, Adel Alsamman and Kaouther Chebbi

The impact of bitcoin on gold, the volatility index (VIX), and dollar index (USDX): analysis based on VAR, SVAR, and wavelet coherence pp. 64-87

Florin Aliu, Alban Asllani and Simona Hašková

Financial risk tolerance of individuals from the lens of big five personality traits – a multigenerational perspective pp. 88-101

Crystal Glenda Rodrigues and Gopalakrishna B.V.

Does the day-of-the-week effect exist in other asset classes? Investigation of the globally listed private equity markets pp. 102-124

Marcel Steinborn

Exploring the relationship between digital trails of social signals and bitcoin returns pp. 125-147

Tezer Yelkenci, Birce Dobrucalı Yelkenci, Gülin Vardar and Berna Aydoğan

Corporate shareholder value creation as contributor to economic growth pp. 148-176

John Henry Hall

Does uncertainty promote exchange rate volatility? Global evidence pp. 177-191

Muhammad Aftab, Maham Naeem, Muhammad Tahir and Izlin Ismail

Testing for sign and size symmetry between futures prices and spot prices in the markets of energy commodities: risk diversification and policy implications pp. 192-220

Dimitrios Panagiotou and Filio Naka